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Conference for Spring 2009

Symposium

Games and Decisions in Reliability and Risk (GDRR)

Wednesday, May 27, 2009 - Thursday, May 28, 2009

Venue: Room #651, Duques Hall, The George Washington University, 2201 G Street NW, Washington, DC

The symposium on Games and Decisions in Reliability and Risk (GDRR) is being hosted by the Institute for Integrating Statistics in Decision Sciences (I²SDS), in the Department of Decision Sciences and the Institute for Reliability and Risk Analysis (IRRA) in the Statistics Department, the George Washington University, Washington DC. GDRR is partially supported by the Army Research Office. The objective of the symposium is to introduce a new theme, that is, use of game and decision theory in reliability and risk analysis and to bring together researchers from disciplines such as economics, engineering, finance, mathematics, medical sciences, probability and statistics who have a lot to contribute to this theme.

All sessions at the symposium will be plenary where talks will be given by invited researchers. Selected papers from the symposium will be published as a special issue of Applied Stochastic Models in Business and Industry, the official journal of International Society of Business and Industrial Statistics.

The site of the GDRR is the Duques Hall (2201 G Street, NW) which houses the School of Business at the George Washington University. The symposium will start at 9:00 am on May 27, 2009 and will conclude at 5:00 pm on May 28, 2009. The symposium dinner will take place on the evening of May 27th.


Wednesday, May 27, 2009 Duques 651

8:00-8:45am Coffee and Continental Breakfast

8:45-9:00am Opening Remarks
Prabir Bagchi, Senior Associate Dean, GWSB

9:00-10:30am Session 1: Preference Modeling and Risk Assessment
Chair: Thomas A. Mazzuchi, George Washington University

James Berger, Duke University, "Risk Assessment for Pyroclastic Flows".

Roger Cooke, Delft University & Resources for the Future, "Stakeholder Preference Modeling with Probabilistic Inversion".

10:30-11:00am Coffee Break, Duques 650 Lobby Area

11:00-12:30pm Session 2: Risk Analysis
Chair: Philip W. Wirtz, George Washington University

David Banks, Duke University, "Adversarial Risk Analysis: Games and Auctions".

Art Dempster, Harvard University, "My Current View of DS Inference Introduced via a New Model for Exponentially Distributed Waiting Times".

12:30-2:00pm Lunch, Duques 650

2:00-3:30pm Session 3: Risk Analysis and Portfolio Management
Chair: Srinivas Prasad, George Washington University

Philippe Delquié, INSEAD, "Between Positive and Normative Theories of Choice: A Mean-Risk Model".

S. Özekici, Koç University, "HARA Frontiers in Portfolio Management".

3:30-4:00pm Coffee Break, Duques 650 Lobby Area

4:00-5:30pm Session 4: Social Networks and Game Theory
Chair: Ernest H. Forman, George Washington University

Daron Acemoglu, MIT, "Bayesian Learning in Social Networks".

Jay Kadane, Carnegie Mellon University, "How does a Bayesian Play Games?"

5:30pm Reception, Duques 650 Lobby Area

7:00pm Dinner, Duques 650
After dinner talk: Xiao-Li Meng, Harvard University, "Volatility and Extreme Events: How Reliable Was Larry Summers' Calculation?"


Thursday, May 28, 2009 Duques 651

7:45-8:30am Coffee and Continental Breakfast, Duques 650

8:30-10:30am Session 5: Probability in Reliability and Risk
Chair: Jagdish Chandra, George Washington University

Erhan Cinlar, Princeton University, "Multidimensional Gamma Fields".

Jayaram Sethuraman, Florida State University, "Partition based Nonparametric Priors to Analyze Data from a Special Class of Dependent Models".

S. R. S. Varadhan, Courant Institute of Mathematical Sciences, NYU, "On Large Deviations".

10:30-11:00am Coffee Break, Duques 650 Lobby Area

11:00-12:30pm Session 6: Reliability Modeling and Warranties
Chair: Hosam M. Mahmoud, George Washington University

Fabrizio Ruggeri, CNR-IMATI, "Bayesian Modeling of Train Doors' Reliability".

Simon Wilson, Trinity College, "Game Theory and Warranties".

12:30-2:00pm Lunch, Duques 650

2:00-4:00pm Session 7: Bayesian Design and Information
Chair: Jonathan Stroud, George Washington University

Ehsan S. Soofi, University of Wisconsin-Milwaukee, "Triangulation of Sample, Parameter, and Predictive Information".

Peter Mueller, M. D. Anderson Cancer Center, "Randomized Discontinuation Design".

Nicholas Polson, University of Chicago, "Particle-based Accelerated Life Test Designs".